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Mario Forni

14 published titles

Aggregation and the microfoundations of dynamic macroeconomics

1 edition

  • ISBN: 019828800X
  • Clarendon Press
  • 1997
  • Details

The generalized dynamic factor model : identification and estimation

(Contributor)

1 edition

  • Centre for Economic Policy Research
  • 1999
  • Details

A measure of comovement for economic variables : theory and empirics

(Contributor)

1 edition

  • Centre for Economic Policy Research
  • 1999
  • Details

The generalized dynamic factor model : representation theory

1 edition

  • Centre for Economic Policy Research
  • 2000
  • Details

Do financial variables help forecasting inflation and real activity in the Euro area?

1 edition

  • Centre for Economic Policy Research
  • 2002
  • Details

The generalized dynamic factor model : one-sided estimation and forecasting

(Contributor)

1 edition

  • Centre for Economic Policy Research
  • 2002
  • Details

The dynamic effects of monetary policy : a structural factor model approach

1 edition

  • Centre for Economic Policy Research
  • 2008
  • Details

Macroeconomic shocks and the business cycle : evidence from a structural factor model

1 edition

  • Centre for Economic Policy Research
  • 2010
  • Details

Fiscal foresight and the effects of government spending

1 edition

  • Centre for Economic Policy Research
  • 2010
  • Details

Testing for sufficient information structural VARs

1 edition

  • Centre for Economic Policy Research
  • 2011
  • Details

No news in business cycles

1 edition

  • Centre for Economic Policy Research
  • 2011
  • Details

Noise bubbles

1 edition

  • Centre for Economic Policy Research
  • 2013
  • Details

Noisy news in business cycles

1 edition

  • Centre for Economic Policy Research
  • 2013
  • Details

Government spending shocks in open economy VARS

1 edition

  • Centre for Economic Research
  • 2014
  • Details

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